{"id":337,"date":"2021-04-15T14:29:50","date_gmt":"2021-04-15T14:29:50","guid":{"rendered":"http:\/\/dataninja.nrw\/?page_id=337"},"modified":"2025-02-10T11:04:04","modified_gmt":"2025-02-10T11:04:04","slug":"ekamba-realtime-configuration-of-algorithms-with-multi-armed-bandits","status":"publish","type":"page","link":"https:\/\/dataninja.nrw\/?page_id=337","title":{"rendered":"EKAmBa: Realtime Configuration of Algorithms with Multi-armed Bandits"},"content":{"rendered":"\n<h3 class=\"wp-block-heading\">Goal<\/h3>\n\n\n\n<p>Algorithms for decision support, optimization and machine learning contain parameters that influence their behavior and the way they solve problems. Adjusting these parameters can lead to faster performance and\/or higher quality solutions. However, finding good parameters is a difficult task, especially when the data received as input changes over time. Our project harnesses the learning power of multi-armed bandit (MAB) methods to adjust the parameters of algorithms in realtime over the course of problem solving.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"724\" src=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1-1024x724.jpg\" alt=\"\" class=\"wp-image-842\" srcset=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1-1024x724.jpg 1024w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1-300x212.jpg 300w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1-768x543.jpg 768w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1-1536x1086.jpg 1536w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1-2048x1448.jpg 2048w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\"><em>Illustration: Christoph J Kellner, Studio Animanova<\/em><\/figcaption><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\">Project Overview<\/h3>\n\n\n\n<p>The parameters of an algorithm have an influence on its problem-solving behavior and hence its performance on specific problem instances. For example, depending on how skillful its parameters are set, an algorithm for solving traveling salesperson (TSP) problems may run faster or slower on a concrete TSP instance or may produce better or worse solutions (an approximation to the optimum). Algorithm configuration (AC) refers to the task of automatically adjusting the parameters of an algorithm on a per-instance basis, i.e., tailoring the parameters to a specific problem instance<span id=\"543a0cc9-0a3e-4873-9646-e7ba3029a7fb\" data-items=\"[&quot;3753084946&quot;]\" data-has-children=\"true\" class=\"abt-citation\" contenteditable=\"false\"><sup>\u200b1\u200b<\/sup><\/span>. We are especially interested in a practically motivated pool-based scenario, where problems of the same type are solved repeatedly, and several algorithms are run on each problem instance in parallel. In this context, parameters ought to be adjusted in real-time.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large is-resized\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"584\" src=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/illustration-3-1024x584.png\" alt=\"\" class=\"wp-image-466\" style=\"width:720px;height:410px\" srcset=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/illustration-3-1024x584.png 1024w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/illustration-3-300x171.png 300w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/illustration-3-768x438.png 768w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/illustration-3-1536x876.png 1536w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/illustration-3.png 1680w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p>To tackle the AC problem, we make use of multi-armed bandit algorithms, a class of machine learning methods for sequential decision making under uncertainty<span id=\"61881ed5-217e-45c3-9d35-b8e52b65f082\" data-items=\"[&quot;2668518057&quot;]\" data-has-children=\"true\" class=\"abt-citation\" contenteditable=\"false\"><sup>\u200b2\u200b<\/sup><\/span>. More concretely, we will develop new types of MAB algorithms specifically tailored to our setting, which are able to choose high-quality parameters even as the underlying distribution of problems drifts over time. To this end, we will mainly build on so-called preselection bandits<span id=\"4e3616b7-c453-4d49-af10-a80a3c6b21e5\" data-items=\"[&quot;3680714620&quot;]\" data-has-children=\"true\" class=\"abt-citation\" contenteditable=\"false\"><sup>\u200b3\u200b<\/sup><\/span>, a recent class of bandit algorithms that is well suitable to formalize the pool-based variant of real-time AC<span id=\"7865ab46-8dcc-4cad-afec-364121abd436\" data-items=\"[&quot;2829913493&quot;]\" class=\"abt-citation\" data-has-children=\"true\" contenteditable=\"false\"><sup>\u200b4\u200b<\/sup><\/span>.<\/p>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity is-style-wide\"\/>\n\n\n\n<h3 class=\"wp-block-heading\">Preliminary Results<\/h3>\n\n\n\n<p>As a first step, we wrote a literature review on the current state of algorithm configuration. The review provides an up-to-date overview of AC methods presented in the literature and their applicability for different problem settings. In particular, we provide the first taxonomy that structures methods and problem settings according to their characteristics. In addition, we look at the current state of industry adoption and provide a glimpse into the future of AC by aggregating and discussing unsolved problems and further work directions.<\/p>\n\n\n\n<p>Furthermore, we have developed an algorithmic framework to find an optimal arm in a combinatorial bandit scenario, a generalization of the classical multi-armed bandit problem, in which in each time step an entire set of arms can be &#8220;pulled&#8221; simultaneously. The algorithm is quite general in its design such that it can be instantiated for a combinatorial bandit scenario, where either numerical reward values are received for each arm contained in the &#8220;pulled&#8221; set of arms, or feedback is obtained in the form of a qualitative comparison between the arms (preference feedback). From a practical point of view, this algorithm can also be applied in the context of algorithm configuration by interpreting the available configurations as arms that can be executed (i.e. \u201cpulled\u201d) in parallel on our computational resources. Our experiments show that stopping the parallel solution process once a configuration is finished and providing the corresponding preference feedback to the algorithm (i.e., which configuration finished first?) leads to good empirical results in finding suitable configurations.<\/p>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity is-style-wide\"\/>\n\n\n\n<h3 class=\"wp-block-heading\">Project Publications<\/h3>\n\n\n\n<ul>\n<li>Brandt, Jasmin, Viktor Bengs, Bj\u00f6rn Haddenhorst, and Eyke H\u00fcllermeier (2022). \u2018\u2018Finding Optimal Arms in Non-stochastic Combinatorial Bandits with Semi-bandit Feedback and Finite Budget\u2019\u2019. In:&nbsp;Advances in Neural Information Processing Systems (NeurIPS).&nbsp;url: <a href=\"https:\/\/openreview.net\/forum?id=h37KyWDDC6B\">https:\/\/openreview.net\/forum?id=h37KyWDDC6B<\/a>.<\/li>\n\n\n\n<li>Brandt, Jasmin, Bj\u00f6rn Haddenhorst, Viktor Bengs, and Eyke H\u00fcllermeier (2024). \u2018\u2018Dueling Bandits with Delayed Feedback\u2019\u2019. In:&nbsp;Proceedings of the DataNinja sAIOnARA Conference, pp. 29\u201331.&nbsp;doi:&nbsp;<a href=\"https:\/\/doi.org\/10.11576\/dataninja-1163\">10.11576\/dataninja-1163<\/a>.<\/li>\n\n\n\n<li>Brandt, Jasmin, Elias Schede, Viktor Bengs, Bj\u00f6rn Haddenhorst, and Eyke H\u00fcllermeier (2022). \u2018\u2018Finding Optimal Arms in Non-stochastic Combinatorial Bandits with Applications in Algorithm Configuration\u2019\u2019. In:Proceedings of the Sixth Conference on From Multiple Criteria Decision Aid to Preference Learning (DA2PL).<\/li>\n\n\n\n<li>Brandt, Jasmin, Elias Schede, Bj\u00f6rn Haddenhorst, Viktor Bengs, Eyke H\u00fcllermeier, and Kevin Tierney (2023). \u2018\u2018AC-Band: A Combinatorial Bandit-Based Approach to Algorithm Configuration\u2019\u2019. In:&nbsp;Thirty-Seventh AAAI Conference on Artificial Intelligence, 2023. AAAI Press, pp. 12355\u201312363.&nbsp;doi:&nbsp;10.1609\/AAAI.V37I10.26456.&nbsp;url: <a href=\"https:\/\/doi.org\/10.1609\/aaai.v37i10.26456\">https:\/\/doi.org\/10.1609\/aaai.v37i10.26456<\/a>.<\/li>\n\n\n\n<li>Brandt, Jasmin, Elias Schede, Shivam Sharma, Viktor Bengs, Eyke H\u00fcllermeier, and Kevin Tierney (2023). \u2018\u2018Contextual Preselection Methods in Pool-based Realtime Algorithm Configuration\u2019\u2019. In:&nbsp;Proceedings of the LWDA 2023 Workshops, Marburg (Germany), Oktober 9-11th, 2023. CEUR Workshop Proceedings. CEUR-WS.org, pp. 492\u2013505.<\/li>\n\n\n\n<li>Brandt, Jasmin, Elias Schede, Kevin Tierney, and Eyke H\u00fcllermeier (2021). \u2018\u2018EKAmBa: Realtime Configuration of Algorithms with Multi-armed Bandits\u2019\u2019. In:&nbsp;Workshop on &#8220;Trustworthy AI in the Wild&#8221; at 44th German Conference on Artificial Intelligence (KI).<\/li>\n\n\n\n<li>Brandt, Jasmin, Marcel Wever, Viktor Bengs, and Eyke H\u00fcllermeier (2024). \u2018\u2018Best Arm Identification with Retroactively Increased Sampling Budget for More Resource-Efficient HPO\u2019\u2019. In:&nbsp;Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence, (IJCAI). International Joint Conferences on Artificial Intelligence Organization, pp. 3742\u20133750.<\/li>\n\n\n\n<li>Haddenhorst, Bj\u00f6rn, Viktor Bengs, Jasmin Brandt, and Eyke H\u00fcllermeier (2021). \u2018\u2018Testification of Condorcet Winners in Dueling Bandits\u2019\u2019. In:Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence (UAI). Vol. 161. Proceedings of Machine Learning Research, pp. 1195\u20131205.<\/li>\n\n\n\n<li>Schede, Elias, Jasmin Brandt, Alexander Tornede, Marcel Wever, Viktor Bengs, Eyke H\u00fcllermeier, and Kevin Tierney (2022). \u2018\u2018A Survey of Methods for Automated Algorithm Configuration\u2019\u2019. In:&nbsp;J. Artif. Intell. Res.&nbsp;75, pp. 425\u2013487.&nbsp;doi:&nbsp;10.1613\/jair.1.13676.&nbsp;url:&nbsp;<a href=\"https:\/\/doi.org\/10.1613\/jair.1.13676\">https:\/\/doi.org\/10.1613\/jair.1.13676<\/a>.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity is-style-wide\"\/>\n\n\n\n<h3 class=\"wp-block-heading\">Cooperation<\/h3>\n\n\n\n<div class=\"wp-block-columns\">\n    <div class=\"wp-block-column contrib-container\" style=\"flex-basis:20%;\">\n        <a href=\"https:\/\/uni-bielefeld.de\/\"><img decoding=\"async\" width=\"459\" height=\"110\" loading=\"lazy\" src=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/uni_bi_logo-3.png\" alt=\"\" class=\"wp-image-197\" srcset=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/uni_bi_logo-3.png 459w, https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/uni_bi_logo-3-300x72.png 300w\" sizes=\"(max-width: 459px) 100vw, 459px\" \/><\/a>\n    <\/div>\n    <div class=\"wp-block-column\" style=\"margin-right:0.5cm\"><\/div>\n    <div class=\"wp-block-column\" style=\"flex-basis:80%\">\n        <a href=\"https:\/\/www.uni-bielefeld.de\/fakultaeten\/wirtschaftswissenschaften\/lehrbereiche\/dot\/\"><b><p class=\"contrib-card-label\">Decision and Operation Technologies Group<\/p><\/b><\/a>\n        <a href=\"https:\/\/ekvv.uni-bielefeld.de\/pers_publ\/publ\/PersonDetail.jsp?personId=127271098&amp;lang=EN\"><p class=\"contrib-card-label\">Prof. Dr. Kevin Tierney<\/p><\/a>\n       <p class=\"contrib-card-label\">PhD student: <a href=\"https:\/\/www.uni-bielefeld.de\/fakultaeten\/wirtschaftswissenschaften\/lehrbereiche\/dot\/team\/\">Elias Schede<\/a><\/p>\n    <\/div>\n<\/div>\n<div class=\"wp-block-columns\">\n    <div class=\"wp-block-column\" style=\"flex-basis:20%;\">\n        <a href=\"https:\/\/www.uni-paderborn.de\/\"><img decoding=\"async\" loading=\"lazy\" src=\"https:\/\/dataninja.nrw\/wp-content\/uploads\/2021\/04\/500px-Logo_Uni_Paderborn.png\" alt=\"\" class=\"wp-image-197\"><\/a>\n    <\/div>\n    <div class=\"wp-block-column\" style=\"margin-right:0.5cm\"><\/div>\n    <div class=\"wp-block-column\" style=\"flex-basis:80%\">\n        <a href=\"https:\/\/en.cs.uni-paderborn.de\/ds\"><b><p class=\"contrib-card-label\">Data Science Group<\/p><\/b><\/a>\n        <a href=\"https:\/\/www.uni-paderborn.de\/person\/65716\/\"><p class=\"contrib-card-label\">Prof. Dr. Axel-Cyrille Ngonga Ngomo<\/p><\/a>\n       <p class=\"contrib-card-label\">PhD student: <a href=\"#cooperation\">Jasmin Brandt<\/a><\/p>\n    <\/div>\n<\/div>\n<div class=\"wp-block-columns\">\n    <div class=\"wp-block-column\" style=\"flex-basis:20%;\">\n    <\/div>\n    <div class=\"wp-block-column\" style=\"margin-right:0.5cm\"><\/div>\n    <div class=\"wp-block-column\" style=\"flex-basis:80%\">\n        <p class=\"contrib-card-label\">Associated with <a href=\"https:\/\/www.mathematik-informatik-statistik.uni-muenchen.de\/personen\/professoren\/huellermeier\/index.html\">Prof. Dr. Eyke H\u00fcllermeier, <\/a> LMU M\u00fcnchen<\/p>\n    <\/div>\n<\/div>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity is-style-wide\"\/>\n\n\n\n<h3 class=\"wp-block-heading\">References<\/h3>\n\n\n\n<section aria-label=\"References\" class=\"wp-block-abt-static-bibliography abt-static-bib\" role=\"region\"><ol class=\"abt-bibliography__body\"><\/ol><\/section>\n\n\n\n<section aria-label=\"Bibliography\" class=\"wp-block-abt-bibliography abt-bibliography\" role=\"region\"><ol class=\"abt-bibliography__body\" data-entryspacing=\"1\" data-maxoffset=\"3\" data-linespacing=\"1\" data-second-field-align=\"flush\"><li id=\"3753084946\">  <div class=\"csl-entry\">\n    <div class=\"csl-left-margin\">1. <\/div><div class=\"csl-right-inline\">C. Ans\u00f3tegui, Y. Malitsky, Samulowitz H, M. Sellmann, Tierney K. Model-Based Genetic Algorithms for Algorithm Configuration. In: <i>IJCAI<\/i>. ; 2015.<\/div>\n  <\/div>\n<\/li><li id=\"2668518057\">  <div class=\"csl-entry\">\n    <div class=\"csl-left-margin\">2. <\/div><div class=\"csl-right-inline\">R\u00f3bert Busa-Fekete, H\u00fcllermeier E, El Mesaoudi-Paul A. Preference-based Online Learning with Dueling Bandits: A Survey. <i>CoRR<\/i>. 2018;abs\/1807.11398. <a href=\"http:\/\/arxiv.org\/abs\/1807.11398\">http:\/\/arxiv.org\/abs\/1807.11398<\/a><\/div>\n  <\/div>\n<\/li><li id=\"3680714620\">  <div class=\"csl-entry\">\n    <div class=\"csl-left-margin\">3. <\/div><div class=\"csl-right-inline\">Bengs V, E. H\u00fcllermeier. Preselection Bandits. In: <i>ICML<\/i>. ; 2020.<\/div>\n  <\/div>\n<\/li><li id=\"2829913493\">  <div class=\"csl-entry\">\n    <div class=\"csl-left-margin\">4. <\/div><div class=\"csl-right-inline\">El Mesaoudi-Paul A, Wei D, Bengs V, H\u00fcllermeier E, Tierney K. Pool-Based Realtime Algorithm Configuration: A Preselection Bandit Approach. In: Kotsireas IS, Pardalos PM, eds. <i>Learning and Intelligent Optimization<\/i>. Springer International Publishing; 2020:216\u2013232.<\/div>\n  <\/div>\n<\/li><\/ol><\/section>\n","protected":false},"excerpt":{"rendered":"<p>Goal Algorithms for decision support, optimization and machine learning contain parameters that influence their behavior and the way they solve [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":842,"parent":119,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"ub_ctt_via":"","footnotes":""},"featured_image_src":"https:\/\/dataninja.nrw\/wp-content\/uploads\/2022\/05\/06_EKAmBa_A3_vs2-scaled-1.jpg","_links":{"self":[{"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/pages\/337"}],"collection":[{"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/dataninja.nrw\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=337"}],"version-history":[{"count":21,"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/pages\/337\/revisions"}],"predecessor-version":[{"id":2752,"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/pages\/337\/revisions\/2752"}],"up":[{"embeddable":true,"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/pages\/119"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/dataninja.nrw\/index.php?rest_route=\/wp\/v2\/media\/842"}],"wp:attachment":[{"href":"https:\/\/dataninja.nrw\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=337"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}